NYMEX Gasoline RBOB Future August 2009
| Trading Metrics calculated at close of trading on 13-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2009 |
13-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
1.2830 |
1.3538 |
0.0708 |
5.5% |
1.3702 |
| High |
1.3608 |
1.3895 |
0.0287 |
2.1% |
1.3895 |
| Low |
1.2725 |
1.3395 |
0.0670 |
5.3% |
1.2700 |
| Close |
1.3598 |
1.3533 |
-0.0065 |
-0.5% |
1.3533 |
| Range |
0.0883 |
0.0500 |
-0.0383 |
-43.4% |
0.1195 |
| ATR |
0.0595 |
0.0589 |
-0.0007 |
-1.1% |
0.0000 |
| Volume |
4,924 |
3,564 |
-1,360 |
-27.6% |
19,700 |
|
| Daily Pivots for day following 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5108 |
1.4820 |
1.3808 |
|
| R3 |
1.4608 |
1.4320 |
1.3671 |
|
| R2 |
1.4108 |
1.4108 |
1.3625 |
|
| R1 |
1.3820 |
1.3820 |
1.3579 |
1.3714 |
| PP |
1.3608 |
1.3608 |
1.3608 |
1.3555 |
| S1 |
1.3320 |
1.3320 |
1.3487 |
1.3214 |
| S2 |
1.3108 |
1.3108 |
1.3441 |
|
| S3 |
1.2608 |
1.2820 |
1.3396 |
|
| S4 |
1.2108 |
1.2320 |
1.3258 |
|
|
| Weekly Pivots for week ending 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6961 |
1.6442 |
1.4190 |
|
| R3 |
1.5766 |
1.5247 |
1.3862 |
|
| R2 |
1.4571 |
1.4571 |
1.3752 |
|
| R1 |
1.4052 |
1.4052 |
1.3643 |
1.3714 |
| PP |
1.3376 |
1.3376 |
1.3376 |
1.3207 |
| S1 |
1.2857 |
1.2857 |
1.3423 |
1.2519 |
| S2 |
1.2181 |
1.2181 |
1.3314 |
|
| S3 |
1.0986 |
1.1662 |
1.3204 |
|
| S4 |
0.9791 |
1.0467 |
1.2876 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3895 |
1.2700 |
0.1195 |
8.8% |
0.0584 |
4.3% |
70% |
True |
False |
3,940 |
| 10 |
1.3895 |
1.2493 |
0.1402 |
10.4% |
0.0499 |
3.7% |
74% |
True |
False |
3,358 |
| 20 |
1.3895 |
1.1525 |
0.2370 |
17.5% |
0.0520 |
3.8% |
85% |
True |
False |
2,879 |
| 40 |
1.4207 |
1.1525 |
0.2682 |
19.8% |
0.0517 |
3.8% |
75% |
False |
False |
2,340 |
| 60 |
1.4975 |
1.1425 |
0.3550 |
26.2% |
0.0456 |
3.4% |
59% |
False |
False |
1,871 |
| 80 |
1.5887 |
1.1425 |
0.4462 |
33.0% |
0.0411 |
3.0% |
47% |
False |
False |
1,554 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.6020 |
|
2.618 |
1.5204 |
|
1.618 |
1.4704 |
|
1.000 |
1.4395 |
|
0.618 |
1.4204 |
|
HIGH |
1.3895 |
|
0.618 |
1.3704 |
|
0.500 |
1.3645 |
|
0.382 |
1.3586 |
|
LOW |
1.3395 |
|
0.618 |
1.3086 |
|
1.000 |
1.2895 |
|
1.618 |
1.2586 |
|
2.618 |
1.2086 |
|
4.250 |
1.1270 |
|
|
| Fisher Pivots for day following 13-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1.3645 |
1.3455 |
| PP |
1.3608 |
1.3376 |
| S1 |
1.3570 |
1.3298 |
|